Screen capture with blender
To create a still image or screen grab of the interface you can press CtrlF3 and save the image.

You will be presented with the option to save to save the whole screen or just the active window.



To record a sequence of steps into a Gif file you need external sotfware. 

Please read the link on meta: What is the process for creating gifs for questions and answers?

Note that when recording video you can only post a file that is under 2MB in size.